i've seen a lot of tradestation systems posted here and i use tradestation myself. i have come to the conclusion that most people aren't skilled enough to ACCURATELY test a system. i'm not just talking about slippage, etc. here. i'm talking about trade management. some people here may know what i mean. when i think of adding real trade management techniques to a tradestation system, MY MIND IS BLOWN. for this reason, i'm thinking of cancelling tradestation. not that tradestation isn't capable of doing it, i'd say most PEOPLE don't have the skills (including myself). however, it may still be useful for testing some strategies, but keep in mind it probably isn't a real world back test of how your trading system would/should be done. just my opinion.... p.s. this may depend on the strategy being used.